S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Oct-1991
Day Change Summary
Previous Current
16-Oct-1991 17-Oct-1991 Change Change % Previous Week
Open 391.01 392.80 1.79 0.5% 381.22
High 393.29 393.81 0.52 0.1% 381.46
Low 390.14 390.32 0.18 0.0% 376.11
Close 392.80 391.92 -0.88 -0.2% 381.45
Range 3.15 3.49 0.34 10.8% 5.35
ATR 3.43 3.43 0.00 0.1% 0.00
Volume
Daily Pivots for day following 17-Oct-1991
Classic Woodie Camarilla DeMark
R4 402.49 400.69 393.84
R3 399.00 397.20 392.88
R2 395.51 395.51 392.56
R1 393.71 393.71 392.24 392.87
PP 392.02 392.02 392.02 391.59
S1 390.22 390.22 391.60 389.38
S2 388.53 388.53 391.28
S3 385.04 386.73 390.96
S4 381.55 383.24 390.00
Weekly Pivots for week ending 11-Oct-1991
Classic Woodie Camarilla DeMark
R4 395.72 393.94 384.39
R3 390.37 388.59 382.92
R2 385.02 385.02 382.43
R1 383.24 383.24 381.94 384.13
PP 379.67 379.67 379.67 380.12
S1 377.89 377.89 380.96 378.78
S2 374.32 374.32 380.47
S3 368.97 372.54 379.98
S4 363.62 367.19 378.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 393.81 379.90 13.91 3.5% 3.75 1.0% 86% True False
10 393.81 376.11 17.70 4.5% 3.56 0.9% 89% True False
20 393.81 376.11 17.70 4.5% 3.29 0.8% 89% True False
40 397.62 376.11 21.51 5.5% 3.15 0.8% 74% False False
60 397.62 374.09 23.53 6.0% 3.45 0.9% 76% False False
80 397.62 367.98 29.64 7.6% 3.55 0.9% 81% False False
100 397.62 367.98 29.64 7.6% 3.57 0.9% 81% False False
120 397.62 365.83 31.79 8.1% 3.65 0.9% 82% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 408.64
2.618 402.95
1.618 399.46
1.000 397.30
0.618 395.97
HIGH 393.81
0.618 392.48
0.500 392.07
0.382 391.65
LOW 390.32
0.618 388.16
1.000 386.83
1.618 384.67
2.618 381.18
4.250 375.49
Fisher Pivots for day following 17-Oct-1991
Pivot 1 day 3 day
R1 392.07 391.24
PP 392.02 390.56
S1 391.97 389.88

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These figures are updated between 7pm and 10pm EST after a trading day.

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